+913.2%
VTI vs TYL
+16,392.5%
-15,479.4%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +1.0% |
| 7D | -2.6% | +6.7% | -9.3% | -4.3% |
| 30D | -5.0% | +26.5% | -31.6% | -11.0% |
| 3M | -4.3% | +37.3% | -41.6% | -12.5% |
| 6M | +0.6% | +31.2% | -30.6% | -7.9% |
| YTD | +8.9% | -7.4% | +16.2% | +8.2% |
| 1Y | +11.1% | -9.6% | +20.7% | +11.1% |
| 3Y | +74.5% | +1.9% | +72.6% | +66.7% |
| 5Y | +60.1% | -21.1% | +81.2% | +60.9% |
| 10Y | +297.4% | +171.8% | +125.6% | +187.5% |
| All | +913.2% | +16,392.5% | -15,479.4% | +238.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling